The Institute is proud to count on a growing group of fellows. Our research fellows, Professors Neil D. Pearson (U. of Illinois), Darrell Duffie (Stanford University), and Christian Dorion (HEC Montreal & Scientific director of CDI), and associate fellows Professors Patrick Augustin (McGill University), Chayawat Ornthanalai (U. of Toronto), Dmitriy Muravyev (Michigan State University), and Mathieu Fournier (HEC Montreal) are precious ambassadors for the Institute.
Since its creation in 2011, the Canadian Derivatives Institute (formerly known as IFSID) has sponsored more than 70 research projects through over CAD 2.5M in grants. These projects were co-authored by some 125 researchers affiliated with 60 different institutions from 16 countries. Many projects led to publications in top journals such as the JFE, RFS, JFQA, RAPS, etc.
Through its fellowship program, CDI wants to foster a sense of community in its network of researchers. Research and associate fellows publish using dual affiliations, join the program committee of CDI’s annual conference held in September, and contribute to the development of the Institute.
Professor Duffie will give the keynote lecture of the upcoming 2022 edition of the CDI annual conference, and Professor Pearson gave the keynote lecture in 2021.
We thank all our grant recipients and fellows for making CDI a leader in derivatives research, and look forward to growing our network in years to come.